+248.5%
ALAB vs HWM
+228.7%
+19.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -1.1% |
| 7D | -7.5% | -1.8% | -5.7% | -5.7% |
| 30D | -36.8% | -2.7% | -34.1% | -35.5% |
| 3M | -31.9% | -22.7% | -9.1% | -20.3% |
| 6M | +8.2% | -18.9% | +27.1% | +22.7% |
| YTD | +29.9% | +7.1% | +22.9% | +17.8% |
| 1Y | +24.4% | +4.7% | +19.8% | +14.8% |
| All | +248.5% | +228.7% | +19.8% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling